End-to-end portfolio system accounts for model risk.
problem Model risk in portfolio selection.
method Distributionally robust optimization with convex duality.
result Explicitly accounts for model risk in portfolio selection.
On-device research index
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
168,742 papers · 148 categories
Trend · papers per month
48 results for “end-to-end”
Regularization is important for end-to-end speech models, since the models are highly flexible and easy to overfit. Data augmentation and dropout has been important for improving end-to-end models in other domains. However, they are relatively under explored for end-to-end speech models. Therefore, we investigate the e…
Develops Bayesian approach for end-to-end learning in stochastic optimization.
problem Stochastic optimization problems under uncertainty.
method Bayesian interpretation and new end-to-end learning algorithms.
result Improved decision maps for empirical risk minimization and distributionally robust optimization.
End-to-end autonomous driving models get better uncertainty estimates.
problem Uncertainty quantification for end-to-end autonomous driving models.
method Approximate inference for implicit copula neural linear model.
result Densities for steering angle are marginally calibrated.
This work proposes splitting deep neural networks into smaller sub-networks for faster and more efficient distillation.
problem Challenges in training deep neural networks, including local optima, gradient issues, and computational demands.
method Proposes a non-end-to-end distillation approach by splitting networks into smaller, independent sub-networks (neighbourhoods).
result Independent training of smaller sub-networks can speed up distillation and improve efficiency in various applications.
End-to-end learning refers to training a possibly complex learning system by applying gradient-based learning to the system as a whole. End-to-end learning system is specifically designed so that all modules are differentiable. In effect, not only a central learning machine, but also all "peripheral" modules like repre…
End-to-end autonomous driving perception learns latent features for better performance.
problem Current autonomous driving systems are complex and require human engineering.
method Sequential latent representation learning for end-to-end perception.
result End-to-end perception model solves detection, tracking, localization, and mapping problems.
Kauri is a novel unsupervised binary tree for clustering that outperforms existing methods.
problem Learning a tree end-to-end for clustering without labels is an open challenge.
method Greedy maximization of the kernel KMeans objective without centroids.
result Kauri often outperforms existing unsupervised clustering methods, especially with non-linear kernels.
End-to-end solution for recognizing handwritten numerals, avoiding traditional preprocessing steps.
problem Handwritten numeral string recognition with traditional preprocessing steps.
method YoLo-based model for automatic detection and recognition, avoiding heuristic-based preprocessing and segmentation.
result Proposed method reduces complexity and is a feasible end-to-end solution for numeral string recognition.
End-to-end policy learning improves statistical arbitrage trading.
problem Traditional mean reversion trading strategies in statistical arbitrage are limited.
method We use Autoencoder architectures and policy learning to develop trading strategies.
result End-to-end training yields superior gross returns.
End-to-end audio recognition system improves accuracy.
problem Improving accuracy in auditory object recognition.
method Proposes an end-to-end deep neural network with an 'inception nucleus' to learn features from raw waveforms.
result Bests current state-of-the-art approaches by 10.4 percentage points on Urbansound8k dataset.
End-to-end text-to-speech (TTS) synthesis is a method that directly converts input text to output acoustic features using a single network. A recent advance of end-to-end TTS is due to a key technique called attention mechanisms, and all successful methods proposed so far have been based on soft attention mechanisms. H…
In this paper, we present an end-to-end training framework for building state-of-the-art end-to-end speech recognition systems. Our training system utilizes a cluster of Central Processing Units(CPUs) and Graphics Processing Units (GPUs). The entire data reading, large scale data augmentation, neural network parameter …
End-to-end policy learning method improves CATE estimation.
problem Learning optimal treatment policies from partially observed data.
method Modified causal forest for policy learning.
result Maximizing policy value is equivalent to minimizing CATE.
End-to-end Sanskrit TTS developed with limited data, achieving good quality.
problem Developing natural-sounding speech for Sanskrit with scarce data.
method Fine-tuning Tacotron2 model with WaveGlow and transfer learning.
result Achieved an overall MOS of 3.38 from 37 evaluators.
Recent work on discriminative segmental models has shown that they can achieve competitive speech recognition performance, using features based on deep neural frame classifiers. However, segmental models can be more challenging to train than standard frame-based approaches. While some segmental models have been success…
End-to-end neural network optimizes portfolios by directly learning allocations from features.
problem Error maximization in two-step portfolio optimization.
method Single feed-forward neural network combining prediction and optimization.
result Model-based end-to-end framework achieves Sharpe ratio of 1.16.
End-to-end Text-to-speech (TTS) system can greatly improve the quality of synthesised speech. But it usually suffers form high time latency due to its auto-regressive structure. And the synthesised speech may also suffer from some error modes, e.g. repeated words, mispronunciations, and skipped words. In this paper, we…
Recent studies have introduced end-to-end TTS, which integrates the production of context and acoustic features in statistical parametric speech synthesis. As a result, a single neural network replaced laborious feature engineering with automated feature learning. However, little is known about what types of context in…
Improved portfolio optimization reduces sensitivity to neural network initialization.
problem High sensitivity to neural network initialization in portfolio optimization.
method Robust end-to-end framework for risk budgeting portfolios.
result Enhanced stability in portfolio optimization without compromising performance.
WEEND uses a neural network to recognize speech and assign speakers to words.
problem End-to-end neural diarization without additional ASR and orchestration.
method Multi-task learning with an auxiliary network for ASR and speaker diarization.
result WEEND outperforms turn-based diarization and can handle 5-minute audio.
HabitatAgent offers a multi-agent system for transparent housing consultation.
problem Opaque reasoning and brittle multi-constraint handling in housing recommendation systems.
method HabitatAgent is a multi-agent architecture with specialized roles for memory, retrieval, generation, and validation.
result HabitatAgent achieves 95% accuracy in real user consultation scenarios, significantly outperforming a strong baseline.
Guided Learning improves end-to-end modeling for multi-stage decision-making.
problem Challenges in training unified neural networks for multi-stage decision-making.
method Guided Learning framework with a guide function and utility function.
result Significant improvement in performance over traditional methods.
Achievable Information Rates for Nonlinear Fiber Communication via End-to-end Autoencoder Learningcs.IT
Machine learning is used to compute achievable information rates (AIRs) for a simplified fiber channel. The approach jointly optimizes the input distribution (constellation shaping) and the auxiliary channel distribution to compute AIRs without explicit channel knowledge in an end-to-end fashion.
We present differentiable particle filters (DPFs): a differentiable implementation of the particle filter algorithm with learnable motion and measurement models. Since DPFs are end-to-end differentiable, we can efficiently train their models by optimizing end-to-end state estimation performance, rather than proxy objec…
End-to-end DRNs outperform ConvNets in EEG decoding.
problem Improving performance of Deep Riemannian Networks (DRNs) in EEG decoding.
method Wide, end-to-end DRN architecture designed and tested on five public EEG datasets.
result EE(G)-SPDNet outperforms state-of-the-art ConvNets in EEG decoding.
Machine reading using differentiable reasoning models has recently shown remarkable progress. In this context, End-to-End trainable Memory Networks, MemN2N, have demonstrated promising performance on simple natural language based reasoning tasks such as factual reasoning and basic deduction. However, other tasks, namel…
End-to-end neural network based approaches to audio modelling are generally outperformed by models trained on high-level data representations. In this paper we present preliminary work that shows the feasibility of training the first layers of a deep convolutional neural network (CNN) model to learn the commonly-used l…
Proposes an end-to-end deep learning framework for active investing.
problem Constructing an active investment portfolio via deep learning.
method End-to-end deep learning framework covering factor selection, combination, stock selection, and portfolio construction.
result Demonstrates effectiveness of E2E deep learning framework in active investing.
End-to-end training solves deep unsupervised contrastive learning problems.
problem Theoretical analysis of unsupervised contrastive learning.
method End-to-end training of deep neural networks.
result Approximate stationary solutions found for non-convex contrastive loss.
End-to-end deep learning detects emotions in real-life emergency calls.
problem Recognizing emotions in real-life emergency call center recordings.
method Used an end-to-end deep learning architecture trained on IEMOCAP and CEMO datasets.
result Obtained 45.6% Unweighted Accuracy Recall on CEMO with 4 classes, 76.9% on 2 classes (Anger, Neutral).
GMI-based end-to-end learning is shown to be highly nonconvex. We apply gradient descent initialized with Gray-labeled APSK constellations directly to the constellation coordinates. State-of-the-art constellations in 2D and 4D are found providing reach increases up to 26\% w.r.t. to QAM.
In this paper, we implement an optical fiber communication system as an end-to-end deep neural network, including the complete chain of transmitter, channel model, and receiver. This approach enables the optimization of the transceiver in a single end-to-end process. We illustrate the benefits of this method by applyin…
For decades, context-dependent phonemes have been the dominant sub-word unit for conventional acoustic modeling systems. This status quo has begun to be challenged recently by end-to-end models which seek to combine acoustic, pronunciation, and language model components into a single neural network. Such systems, which…
Proposes a new method for decision-aware learning in optimization.
problem Contextual linear optimization with cost prediction errors.
method Reweighing prediction error by decision regret for decision-aware predictor.
result Improves over predict-then-optimize framework for misspecified models.
End-to-end approach for weak supervision improves downstream model performance.
problem Data-labeling bottleneck in machine learning applications.
method Directly learning the downstream model by maximizing its agreement with probabilistic labels generated from weak supervision sources.
result Improved performance over prior work in terms of downstream model performance and robustness.
This paper presents a comparison of a traditional hybrid speech recognition system (kaldi using WFST and TDNN with lattice-free MMI) and a lexicon-free end-to-end (TensorFlow implementation of multi-layer LSTM with CTC training) models for German syllable recognition on the Verbmobil corpus. The results show that expli…
New algorithm improves causal effect estimation for continuous treatments.
problem Observational causal inference with continuous treatments.
method End-to-end entropy balancing for maximizing causal inference accuracy.
result Our algorithm estimates causal effect more accurately than baseline.
End-to-end learning of codes for secure BPSK communication in Gaussian wiretap channel.
problem Secure communication in the presence of an adversary for BPSK modulation.
method Learning finite-length codes using deep neural networks (DNNs) with mutual information estimation.
result Learned codes achieve near-optimal security performance, as demonstrated by numerical results.
Embedding layers are commonly used to map discrete symbols into continuous embedding vectors that reflect their semantic meanings. Despite their effectiveness, the number of parameters in an embedding layer increases linearly with the number of symbols and poses a critical challenge on memory and storage constraints. I…
Recent advances in machine learning, especially techniques such as deep neural networks, are promoting a range of high-stakes applications, including autonomous driving, which often relies on deep learning for perception. While deep learning for perception has been shown to be vulnerable to a host of subtle adversarial…
Proposes a machine learning framework for more efficient economic dispatch.
problem Temporal and spatial correlations between system cost and load prediction errors.
method End-to-end machine learning approach with task-specific learning criteria and an efficient optimization kernel.
result Demonstrates the effectiveness and efficiency of the proposed learning framework.
Streaming ASR with transformer achieves low WER.
problem Real-time ASR with speech recognition.
method Time-restricted self-attention and triggered attention mechanisms.
result 2.8% and 7.2% WER for LibriSpeech test data.
Scaling end-to-end reinforcement learning to control real robots from vision presents a series of challenges, in particular in terms of sample efficiency. Against end-to-end learning, state representation learning can help learn a compact, efficient and relevant representation of states that speeds up policy learning, …
Paper optimizes KWS models using NAS and quantization for limited resources.
problem Developing efficient keyword spotting models in resource-constrained environments.
method Neural Architecture Search (NAS) for model structure optimization and quantization of weights and activations.
result Achieved high accuracy (95.55%) with minimal parameters and operations using NAS and quantization.
We propose an autoencoding sequence-based transceiver for communication over dispersive channels with intensity modulation and direct detection (IM/DD), designed as a bidirectional deep recurrent neural network (BRNN). The receiver uses a sliding window technique to allow for efficient data stream estimation. We find t…
We provide an end-to-end differentially private spectral algorithm for learning LDA, based on matrix/tensor decompositions, and establish theoretical guarantees on utility/consistency of the estimated model parameters. The spectral algorithm consists of multiple algorithmic steps, named as "{edges}", to which noise cou…
A new type of End-to-End system for text-dependent speaker verification is presented in this paper. Previously, using the phonetically discriminative/speaker discriminative DNNs as feature extractors for speaker verification has shown promising results. The extracted frame-level (DNN bottleneck, posterior or d-vector) …